a. Do you get any error message while you try to connect?
b. Is it a wired or a wireless connection?
c. which version of hot spot shield are you using?
c. Are you able to browse the internet when you try to connect this application?
It is a possibility that one of the installed third party application might be causing the conflict.
You are required to perform a clean boot to find the program that is causing this and then disable or remove it.
Here is the procedure to do it:
1. Click Start, type msconfig in the Start Search box, and then press ENTER.
User Account Control permission.
If you are prompted for an administrator password or for a confirmation, type the
password, Or click Continue.
2. On the General tab, click Selective Startup.
3. Under Selective Startup, click to clear the Load Startup items check box.
4. Click the Services tab, click to select the Hide All Microsoft Services check box, and then click Disable All.
5. Click OK.
6. When you are prompted, click Restart.
7. After the computer starts, check whether the problem is resolved.
If the issue is resolved check which third party is causing the problem, referring the link given below: How to Troubleshoot a Problem by Performing a Clean Startup in Windows 7 or Vista
8. Also you need to uninstall and reinstall the problem software on your computer. Reset the computer to start as usual
9. After you have finished troubleshooting, follow these steps to reset the computer to start as usual:
Click Start, type msconfig.exe in the Start Search box, and then press ENTER.
10. If you are prompted for an administrator password or for confirmation, type your password, or click Continue. On the General tab, click the Normal Startup option, and then click OK.
11. When you are prompted to restart the computer, click Restart.